Wavelet Coherence using R

Here you can view instructions for Wavelet Coherence (CWT-based) using R:

http://rpubs.com/ibn_abdullah/rwcoher

Here is the zip file with the manual, dataset and RMarkdown document:

Download

You can refer to this article for the details on the dataset and methodology:

Nagayev, R., Disli, M., Inghelbrecht, K., & Ng, A. (2016). 
On the dynamic links between commodities and Islamic equity. 
Energy Economics, 58, 125-140.

All the best!

Best regards,

Ibn Abdullah

Wavelet Variances, Covariances, Correlations, and Cross-Correlations

Here are the instructions for Wavelet (MODWT-based) variances, 

covariances, correlations, and cross-correlations using R: LINK

To download the manual, dataset and RMarkdown file with the codes, click HERE.


For the details on the dataset, please refer to this article:

Nagayev, R., Disli, M., Inghelbrecht, K., & Ng, A. (2016). 
On the dynamic links between commodities and Islamic equity. 
Energy Economics, 58, 125-140.

All the best!

Regards,

Ibn Abdullah

Markov-Switching using R

Here are the instructions for Markov Switching:

http://rpubs.com/ibn_abdullah/markovs

Here is the zip file with the manual, dataset and RMarkdown document with codes: LINK

All the best!

Best regards,

Ibn Abdullah

Quantile regression using R

Here you can get detailed instructions for Quantile Regression using R:

http://rpubs.com/ibn_abdullah/rquantile

Here you can download a zip file with the manual,
dataset and RMarkdown document with codes: Download

All the best!

Best regards,

Ibn Abdullah

Tips for R

Here are some useful tips for R:

• To import/export data into/from R:

1. Install xlsx package: install.packages("xlsx")
2. Turn on the library: library(xlsx)
3. For example, there is excel workbook called 'mydata' and you want to upload a data from its worksheet called 'Data' : myfile = read.xlsx("mydata.xlsx", sheetName = "Data")
4. To export data from R into excel, run: write.xlsx(mydata, "myfile.xlsx")

Reference